Testing uncovered interest parity in the PLN/JPY foreign exchange market: a Markov-switching approach
Testing uncovered interest parity in the PLN/JPY foreign exchange market: a Markov-switching approach
Author(s): Katarzyna CzechSubject(s): Financial Markets
Published by: Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
Keywords: foreign exchange market; uncovered interest rate parity; forward premium anomaly; Markov-switching model;
Journal: Metody Ilościowe w Badaniach Ekonomicznych
- Issue Year: XVIII/2017
- Issue No: 1
- Page Range: 18-26
- Page Count: 9
- Language: English